<?xml version="1.0" encoding="ascii"?>
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN"
          "DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml" xml:lang="en" lang="en">
<head>
  <title>BIP.Bayes.Samplers.MCMC</title>
  <link rel="stylesheet" href="epydoc.css" type="text/css" />
  <script type="text/javascript" src="epydoc.js"></script>
</head>

<body bgcolor="white" text="black" link="blue" vlink="#204080"
      alink="#204080">
<!-- ==================== NAVIGATION BAR ==================== -->
<table class="navbar" border="0" width="100%" cellpadding="0"
       bgcolor="#a0c0ff" cellspacing="0">
  <tr valign="middle">
  <!-- Home link -->
      <th>&nbsp;&nbsp;&nbsp;<a
        href="BIP-module.html">Home</a>&nbsp;&nbsp;&nbsp;</th>

  <!-- Tree link -->
      <th>&nbsp;&nbsp;&nbsp;<a
        href="module-tree.html">Trees</a>&nbsp;&nbsp;&nbsp;</th>

  <!-- Index link -->
      <th>&nbsp;&nbsp;&nbsp;<a
        href="identifier-index.html">Indices</a>&nbsp;&nbsp;&nbsp;</th>

  <!-- Help link -->
      <th>&nbsp;&nbsp;&nbsp;<a
        href="help.html">Help</a>&nbsp;&nbsp;&nbsp;</th>

  <!-- Project homepage -->
      <th class="navbar" align="right" width="100%">
        <table border="0" cellpadding="0" cellspacing="0">
          <tr><th class="navbar" align="center"
            ><a class="navbar" target="_top" href="http://code.google.com/p/bayesian-inference">Project Homepage</a></th>
          </tr></table></th>
  </tr>
</table>
<table width="100%" cellpadding="0" cellspacing="0">
  <tr valign="top">
    <td width="100%">
      <span class="breadcrumbs">
        <a href="BIP-module.html">Package&nbsp;BIP</a> ::
        <a href="BIP.Bayes-module.html">Package&nbsp;Bayes</a> ::
        <a href="BIP.Bayes.Samplers-module.html">Package&nbsp;Samplers</a> ::
        Module&nbsp;MCMC
      </span>
    </td>
    <td>
      <table cellpadding="0" cellspacing="0">
        <!-- hide/show private -->
        <tr><td align="right"><span class="options">[<a href="javascript:void(0);" class="privatelink"
    onclick="toggle_private();">hide&nbsp;private</a>]</span></td></tr>
        <tr><td align="right"><span class="options"
            >[<a href="frames.html" target="_top">frames</a
            >]&nbsp;|&nbsp;<a href="BIP.Bayes.Samplers.MCMC-pysrc.html"
            target="_top">no&nbsp;frames</a>]</span></td></tr>
      </table>
    </td>
  </tr>
</table>
<h1 class="epydoc">Source Code for <a href="BIP.Bayes.Samplers.MCMC-module.html">Module BIP.Bayes.Samplers.MCMC</a></h1>
<pre class="py-src">
<a name="L1"></a><tt class="py-lineno">  1</tt>  <tt class="py-line"><tt class="py-comment"># To change this template, choose Tools | Templates</tt> </tt>
<a name="L2"></a><tt class="py-lineno">  2</tt>  <tt class="py-line"><tt class="py-comment"># and open the template in the editor.</tt> </tt>
<a name="L3"></a><tt class="py-lineno">  3</tt>  <tt class="py-line"><tt class="py-docstring">"""</tt> </tt>
<a name="L4"></a><tt class="py-lineno">  4</tt>  <tt class="py-line"><tt class="py-docstring">Module implementing MCMC samplers </tt> </tt>
<a name="L5"></a><tt class="py-lineno">  5</tt>  <tt class="py-line"><tt class="py-docstring"></tt> </tt>
<a name="L6"></a><tt class="py-lineno">  6</tt>  <tt class="py-line"><tt class="py-docstring">"""</tt> </tt>
<a name="L7"></a><tt class="py-lineno">  7</tt>  <tt class="py-line"> </tt>
<a name="L8"></a><tt class="py-lineno">  8</tt>  <tt class="py-line"><tt class="py-name">__author__</tt><tt class="py-op">=</tt><tt class="py-string">"fccoelho"</tt> </tt>
<a name="L9"></a><tt class="py-lineno">  9</tt>  <tt class="py-line"><tt class="py-name">__date__</tt> <tt class="py-op">=</tt><tt class="py-string">"$09/12/2009 10:44:11$"</tt> </tt>
<a name="L10"></a><tt class="py-lineno"> 10</tt>  <tt class="py-line"><tt class="py-name">__docformat__</tt> <tt class="py-op">=</tt> <tt class="py-string">"restructuredtext en"</tt> </tt>
<a name="L11"></a><tt class="py-lineno"> 11</tt>  <tt class="py-line"> </tt>
<a name="L12"></a><tt class="py-lineno"> 12</tt>  <tt class="py-line"><tt class="py-comment">#TODO: Finish implementation and test</tt> </tt>
<a name="Metropolis"></a><div id="Metropolis-def"><a name="L13"></a><tt class="py-lineno"> 13</tt> <a class="py-toggle" href="#" id="Metropolis-toggle" onclick="return toggle('Metropolis');">-</a><tt class="py-line"><tt class="py-keyword">class</tt> <a class="py-def-name" href="BIP.Bayes.Samplers.MCMC.Metropolis-class.html">Metropolis</a><tt class="py-op">(</tt><tt class="py-base-class">object</tt><tt class="py-op">)</tt><tt class="py-op">:</tt> </tt>
</div><div id="Metropolis-collapsed" style="display:none;" pad="+++" indent="++++"></div><div id="Metropolis-expanded"><a name="L14"></a><tt class="py-lineno"> 14</tt>  <tt class="py-line">    <tt class="py-docstring">"""</tt> </tt>
<a name="L15"></a><tt class="py-lineno"> 15</tt>  <tt class="py-line"><tt class="py-docstring">    Metropolis Hastings sampler class</tt> </tt>
<a name="L16"></a><tt class="py-lineno"> 16</tt>  <tt class="py-line"><tt class="py-docstring">    """</tt> </tt>
<a name="Metropolis.__init__"></a><div id="Metropolis.__init__-def"><a name="L17"></a><tt class="py-lineno"> 17</tt> <a class="py-toggle" href="#" id="Metropolis.__init__-toggle" onclick="return toggle('Metropolis.__init__');">-</a><tt class="py-line">    <tt class="py-keyword">def</tt> <a class="py-def-name" href="BIP.Bayes.Samplers.MCMC.Metropolis-class.html#__init__">__init__</a><tt class="py-op">(</tt><tt class="py-param">self</tt><tt class="py-op">,</tt> <tt class="py-param">proposal_dist</tt><tt class="py-op">,</tt><tt class="py-param">likfun</tt><tt class="py-op">)</tt><tt class="py-op">:</tt> </tt>
</div><div id="Metropolis.__init__-collapsed" style="display:none;" pad="+++" indent="++++++++"></div><div id="Metropolis.__init__-expanded"><a name="L18"></a><tt class="py-lineno"> 18</tt>  <tt class="py-line">        <tt class="py-name">self</tt><tt class="py-op">.</tt><tt class="py-name">salt_band</tt> <tt class="py-op">=</tt> <tt class="py-number">0.05</tt> </tt>
<a name="L19"></a><tt class="py-lineno"> 19</tt>  <tt class="py-line">        <tt class="py-keyword">pass</tt> </tt>
</div><a name="Metropolis.propose"></a><div id="Metropolis.propose-def"><a name="L20"></a><tt class="py-lineno"> 20</tt> <a class="py-toggle" href="#" id="Metropolis.propose-toggle" onclick="return toggle('Metropolis.propose');">-</a><tt class="py-line">    <tt class="py-keyword">def</tt> <a class="py-def-name" href="BIP.Bayes.Samplers.MCMC.Metropolis-class.html#propose">propose</a><tt class="py-op">(</tt><tt class="py-param">self</tt><tt class="py-op">)</tt><tt class="py-op">:</tt> </tt>
</div><div id="Metropolis.propose-collapsed" style="display:none;" pad="+++" indent="++++++++"></div><div id="Metropolis.propose-expanded"><a name="L21"></a><tt class="py-lineno"> 21</tt>  <tt class="py-line">        <tt class="py-docstring">"""generates proposals"""</tt> </tt>
<a name="L22"></a><tt class="py-lineno"> 22</tt>  <tt class="py-line">        <tt class="py-name">pvar</tt> <tt class="py-op">=</tt> <tt class="py-name">self</tt><tt class="py-op">.</tt><tt class="py-name">proposal_variance</tt><tt class="py-op">*</tt><tt class="py-name">self</tt><tt class="py-op">.</tt><tt class="py-name">adaptscalefactor</tt> </tt>
<a name="L23"></a><tt class="py-lineno"> 23</tt>  <tt class="py-line">        <tt class="py-name">theta</tt> <tt class="py-op">=</tt> <tt class="py-op">[</tt><tt class="py-name">self</tt><tt class="py-op">.</tt><tt class="py-name">theta_dists</tt><tt class="py-op">[</tt><tt class="py-name">dist</tt><tt class="py-op">]</tt><tt class="py-op">(</tt><tt class="py-op">)</tt> <tt class="py-keyword">for</tt> <tt class="py-name">dist</tt> <tt class="py-keyword">in</tt> <tt class="py-name">self</tt><tt class="py-op">.</tt><tt class="py-name">q1theta</tt><tt class="py-op">.</tt><tt class="py-name">dtype</tt><tt class="py-op">.</tt><tt class="py-name">names</tt><tt class="py-op">]</tt> </tt>
<a name="L24"></a><tt class="py-lineno"> 24</tt>  <tt class="py-line">        <tt class="py-name">prop</tt> <tt class="py-op">=</tt> <tt class="py-name">self</tt><tt class="py-op">.</tt><tt id="link-0" class="py-name" targets="Function BIP.Bayes.Melding.model()=BIP.Bayes.Melding-module.html#model"><a title="BIP.Bayes.Melding.model" class="py-name" href="#" onclick="return doclink('link-0', 'model', 'link-0');">model</a></tt><tt class="py-op">(</tt><tt class="py-op">*</tt><tt class="py-name">theta</tt><tt class="py-op">)</tt> </tt>
<a name="L25"></a><tt class="py-lineno"> 25</tt>  <tt class="py-line">        <tt class="py-keyword">if</tt> <tt class="py-name">t</tt> <tt class="py-op">==</tt> <tt class="py-number">1</tt><tt class="py-op">:</tt> </tt>
<a name="L26"></a><tt class="py-lineno"> 26</tt>  <tt class="py-line">            <tt class="py-name">prop</tt><tt class="py-op">=</tt><tt class="py-op">[</tt><tt class="py-op">(</tt><tt class="py-name">v</tt><tt class="py-op">,</tt><tt class="py-op">)</tt> <tt class="py-keyword">for</tt> <tt class="py-name">v</tt> <tt class="py-keyword">in</tt> <tt class="py-name">prop</tt><tt class="py-op">]</tt> </tt>
<a name="L27"></a><tt class="py-lineno"> 27</tt>  <tt class="py-line">        <tt class="py-keyword">return</tt> <tt class="py-name">theta</tt><tt class="py-op">,</tt><tt class="py-name">prop</tt> </tt>
</div><a name="Metropolis.step"></a><div id="Metropolis.step-def"><a name="L28"></a><tt class="py-lineno"> 28</tt> <a class="py-toggle" href="#" id="Metropolis.step-toggle" onclick="return toggle('Metropolis.step');">-</a><tt class="py-line">    <tt class="py-keyword">def</tt> <a class="py-def-name" href="BIP.Bayes.Samplers.MCMC.Metropolis-class.html#step">step</a><tt class="py-op">(</tt><tt class="py-param">self</tt><tt class="py-op">,</tt><tt class="py-param">n</tt><tt class="py-op">=</tt><tt class="py-number">1</tt><tt class="py-op">)</tt><tt class="py-op">:</tt> </tt>
</div><div id="Metropolis.step-collapsed" style="display:none;" pad="+++" indent="++++++++"></div><div id="Metropolis.step-expanded"><a name="L29"></a><tt class="py-lineno"> 29</tt>  <tt class="py-line">        <tt class="py-docstring">"""</tt> </tt>
<a name="L30"></a><tt class="py-lineno"> 30</tt>  <tt class="py-line"><tt class="py-docstring">        Does the actual sampling loop for </tt> </tt>
<a name="L31"></a><tt class="py-lineno"> 31</tt>  <tt class="py-line"><tt class="py-docstring">        n steps</tt> </tt>
<a name="L32"></a><tt class="py-lineno"> 32</tt>  <tt class="py-line"><tt class="py-docstring">        """</tt> </tt>
<a name="L33"></a><tt class="py-lineno"> 33</tt>  <tt class="py-line">        <tt class="py-name">ptheta</tt> <tt class="py-op">=</tt> <tt class="py-name">recarray</tt><tt class="py-op">(</tt><tt class="py-op">(</tt><tt class="py-name">self</tt><tt class="py-op">.</tt><tt class="py-name">K</tt><tt class="py-op">)</tt><tt class="py-op">,</tt><tt class="py-name">formats</tt><tt class="py-op">=</tt><tt class="py-op">[</tt><tt class="py-string">'f8'</tt><tt class="py-op">]</tt><tt class="py-op">*</tt><tt class="py-name">self</tt><tt class="py-op">.</tt><tt class="py-name">ntheta</tt><tt class="py-op">,</tt> <tt class="py-name">names</tt> <tt class="py-op">=</tt> <tt class="py-name">self</tt><tt class="py-op">.</tt><tt class="py-name">post_theta</tt><tt class="py-op">.</tt><tt class="py-name">dtype</tt><tt class="py-op">.</tt><tt class="py-name">names</tt><tt class="py-op">)</tt> </tt>
<a name="L34"></a><tt class="py-lineno"> 34</tt>  <tt class="py-line">        <tt class="py-name">i</tt><tt class="py-op">=</tt><tt class="py-number">0</tt><tt class="py-op">;</tt><tt class="py-name">j</tt><tt class="py-op">=</tt><tt class="py-number">0</tt><tt class="py-op">;</tt><tt class="py-name">rej</tt><tt class="py-op">=</tt><tt class="py-number">0</tt> <tt class="py-comment">#total samples,accepted samples, rejected proposals</tt> </tt>
<a name="L35"></a><tt class="py-lineno"> 35</tt>  <tt class="py-line">        <tt class="py-name">last_lik</tt> <tt class="py-op">=</tt> <tt class="py-name">None</tt> </tt>
<a name="L36"></a><tt class="py-lineno"> 36</tt>  <tt class="py-line">        <tt class="py-name">liklist</tt> <tt class="py-op">=</tt> <tt class="py-op">[</tt><tt class="py-op">]</tt> </tt>
<a name="L37"></a><tt class="py-lineno"> 37</tt>  <tt class="py-line">        <tt class="py-keyword">while</tt> <tt class="py-name">j</tt> <tt class="py-op">&lt;</tt> <tt class="py-name">n</tt><tt class="py-op">:</tt> </tt>
<a name="L38"></a><tt class="py-lineno"> 38</tt>  <tt class="py-line">            <tt class="py-name">theta</tt><tt class="py-op">,</tt><tt class="py-name">prop</tt> <tt class="py-op">=</tt> <tt class="py-name">self</tt><tt class="py-op">.</tt><tt id="link-1" class="py-name" targets="Method BIP.Bayes.Samplers.MCMC.Metropolis.propose()=BIP.Bayes.Samplers.MCMC.Metropolis-class.html#propose"><a title="BIP.Bayes.Samplers.MCMC.Metropolis.propose" class="py-name" href="#" onclick="return doclink('link-1', 'propose', 'link-1');">propose</a></tt><tt class="py-op">(</tt><tt class="py-op">)</tt> </tt>
<a name="L39"></a><tt class="py-lineno"> 39</tt>  <tt class="py-line">            <tt class="py-comment">#calculate likelihoods</tt> </tt>
<a name="L40"></a><tt class="py-lineno"> 40</tt>  <tt class="py-line">            <tt class="py-name">lik</tt><tt class="py-op">=</tt><tt class="py-number">0</tt>  </tt>
<a name="L41"></a><tt class="py-lineno"> 41</tt>  <tt class="py-line">            <tt class="py-keyword">for</tt> <tt class="py-name">k</tt> <tt class="py-keyword">in</tt> <tt class="py-name">xrange</tt><tt class="py-op">(</tt><tt class="py-name">self</tt><tt class="py-op">.</tt><tt class="py-name">nphi</tt><tt class="py-op">)</tt><tt class="py-op">:</tt> <tt class="py-comment">#loop on series</tt> </tt>
<a name="L42"></a><tt class="py-lineno"> 42</tt>  <tt class="py-line">                <tt class="py-keyword">if</tt> <tt class="py-name">self</tt><tt class="py-op">.</tt><tt class="py-name">q2phi</tt><tt class="py-op">.</tt><tt class="py-name">dtype</tt><tt class="py-op">.</tt><tt class="py-name">names</tt><tt class="py-op">[</tt><tt class="py-name">k</tt><tt class="py-op">]</tt> <tt class="py-keyword">not</tt> <tt class="py-keyword">in</tt> <tt class="py-name">data</tt><tt class="py-op">:</tt> </tt>
<a name="L43"></a><tt class="py-lineno"> 43</tt>  <tt class="py-line">                    <tt class="py-keyword">continue</tt><tt class="py-comment">#Only calculate liks of series for which we have data</tt> </tt>
<a name="L44"></a><tt class="py-lineno"> 44</tt>  <tt class="py-line">                <tt class="py-name">obs</tt> <tt class="py-op">=</tt> <tt class="py-name">data</tt><tt class="py-op">[</tt><tt class="py-name">self</tt><tt class="py-op">.</tt><tt class="py-name">q2phi</tt><tt class="py-op">.</tt><tt class="py-name">dtype</tt><tt class="py-op">.</tt><tt class="py-name">names</tt><tt class="py-op">[</tt><tt class="py-name">k</tt><tt class="py-op">]</tt><tt class="py-op">]</tt> </tt>
<a name="L45"></a><tt class="py-lineno"> 45</tt>  <tt class="py-line">                <tt class="py-keyword">for</tt> <tt class="py-name">p</tt> <tt class="py-keyword">in</tt> <tt class="py-name">xrange</tt><tt class="py-op">(</tt><tt class="py-name">t</tt><tt class="py-op">)</tt><tt class="py-op">:</tt> <tt class="py-comment">#Loop on time</tt> </tt>
<a name="L46"></a><tt class="py-lineno"> 46</tt>  <tt class="py-line">                    <tt class="py-name">lik</tt> <tt class="py-op">+=</tt> <tt class="py-name">likfun</tt><tt class="py-op">(</tt><tt class="py-name">obs</tt><tt class="py-op">[</tt><tt class="py-name">p</tt><tt class="py-op">]</tt><tt class="py-op">,</tt><tt class="py-name">prop</tt><tt class="py-op">[</tt><tt class="py-name">p</tt><tt class="py-op">]</tt><tt class="py-op">[</tt><tt class="py-name">k</tt><tt class="py-op">]</tt><tt class="py-op">,</tt><tt class="py-number">1.</tt><tt class="py-op">/</tt><tt class="py-name">variance</tt><tt class="py-op">)</tt> </tt>
<a name="L47"></a><tt class="py-lineno"> 47</tt>  <tt class="py-line">            <tt class="py-comment">#store samples</tt> </tt>
<a name="L48"></a><tt class="py-lineno"> 48</tt>  <tt class="py-line">            <tt class="py-keyword">if</tt> <tt class="py-name">last_lik</tt> <tt class="py-op">==</tt> <tt class="py-name">None</tt><tt class="py-op">:</tt> <tt class="py-comment">#on first sample</tt> </tt>
<a name="L49"></a><tt class="py-lineno"> 49</tt>  <tt class="py-line">                <tt class="py-name">last_lik</tt> <tt class="py-op">=</tt> <tt class="py-name">lik</tt> </tt>
<a name="L50"></a><tt class="py-lineno"> 50</tt>  <tt class="py-line">                <tt class="py-keyword">continue</tt> </tt>
<a name="L51"></a><tt class="py-lineno"> 51</tt>  <tt class="py-line">             </tt>
<a name="L52"></a><tt class="py-lineno"> 52</tt>  <tt class="py-line">            <tt class="py-keyword">if</tt> <tt class="py-keyword">not</tt> <tt class="py-op">(</tt><tt class="py-name">lik</tt><tt class="py-op">-</tt><tt class="py-name">last_lik</tt><tt class="py-op">)</tt> <tt class="py-op">&gt;</tt> <tt class="py-name">numpy</tt><tt class="py-op">.</tt><tt class="py-name">log</tt><tt class="py-op">(</tt><tt class="py-number">1</tt><tt class="py-op">)</tt><tt class="py-op">:</tt> </tt>
<a name="L53"></a><tt class="py-lineno"> 53</tt>  <tt class="py-line">                <tt class="py-keyword">if</tt> <tt class="py-keyword">not</tt> <tt class="py-name">numpy</tt><tt class="py-op">.</tt><tt class="py-name">log</tt><tt class="py-op">(</tt><tt class="py-name">random</tt><tt class="py-op">(</tt><tt class="py-op">)</tt><tt class="py-op">)</tt><tt class="py-op">&lt;</tt> <tt class="py-name">lik</tt><tt class="py-op">-</tt><tt class="py-name">last_lik</tt><tt class="py-op">:</tt> </tt>
<a name="L54"></a><tt class="py-lineno"> 54</tt>  <tt class="py-line">                    <tt class="py-name">rej</tt> <tt class="py-op">+=</tt><tt class="py-number">1</tt> <tt class="py-comment">#adjust rejection counter</tt> </tt>
<a name="L55"></a><tt class="py-lineno"> 55</tt>  <tt class="py-line">                    <tt class="py-name">i</tt> <tt class="py-op">+=</tt><tt class="py-number">1</tt> </tt>
<a name="L56"></a><tt class="py-lineno"> 56</tt>  <tt class="py-line">                    <tt class="py-comment">#print theta</tt> </tt>
<a name="L57"></a><tt class="py-lineno"> 57</tt>  <tt class="py-line">                    <tt class="py-keyword">continue</tt> </tt>
<a name="L58"></a><tt class="py-lineno"> 58</tt>  <tt class="py-line">            <tt class="py-keyword">if</tt> <tt class="py-name">i</tt> <tt class="py-op">&gt;=</tt> <tt class="py-name">burnin</tt><tt class="py-op">:</tt><tt class="py-comment">#store only after burnin samples</tt> </tt>
<a name="L59"></a><tt class="py-lineno"> 59</tt>  <tt class="py-line">                <tt class="py-name">self</tt><tt class="py-op">.</tt><tt class="py-name">phi</tt><tt class="py-op">[</tt><tt class="py-name">j</tt><tt class="py-op">]</tt> <tt class="py-op">=</tt> <tt class="py-name">prop</tt><tt class="py-op">[</tt><tt class="py-number">0</tt><tt class="py-op">]</tt> <tt class="py-keyword">if</tt> <tt class="py-name">t</tt><tt class="py-op">==</tt><tt class="py-number">1</tt> <tt class="py-keyword">else</tt> <tt class="py-op">[</tt><tt class="py-name">tuple</tt><tt class="py-op">(</tt><tt class="py-name">point</tt><tt class="py-op">)</tt> <tt class="py-keyword">for</tt> <tt class="py-name">point</tt> <tt class="py-keyword">in</tt> <tt class="py-name">prop</tt><tt class="py-op">]</tt> </tt>
<a name="L60"></a><tt class="py-lineno"> 60</tt>  <tt class="py-line">                <tt class="py-name">ptheta</tt><tt class="py-op">[</tt><tt class="py-name">j</tt><tt class="py-op">]</tt> <tt class="py-op">=</tt> <tt class="py-name">tuple</tt><tt class="py-op">(</tt><tt class="py-name">theta</tt><tt class="py-op">)</tt> </tt>
<a name="L61"></a><tt class="py-lineno"> 61</tt>  <tt class="py-line">                <tt class="py-name">liklist</tt><tt class="py-op">.</tt><tt class="py-name">append</tt><tt class="py-op">(</tt><tt class="py-name">lik</tt><tt class="py-op">)</tt> </tt>
<a name="L62"></a><tt class="py-lineno"> 62</tt>  <tt class="py-line">                <tt class="py-name">j</tt> <tt class="py-op">+=</tt> <tt class="py-number">1</tt> <tt class="py-comment">#update good sample counter </tt> </tt>
<a name="L63"></a><tt class="py-lineno"> 63</tt>  <tt class="py-line">            <tt class="py-name">last_lik</tt> <tt class="py-op">=</tt> <tt class="py-name">lik</tt> </tt>
<a name="L64"></a><tt class="py-lineno"> 64</tt>  <tt class="py-line">            <tt class="py-name">i</tt><tt class="py-op">+=</tt><tt class="py-number">1</tt> </tt>
<a name="L65"></a><tt class="py-lineno"> 65</tt>  <tt class="py-line">             </tt>
<a name="L66"></a><tt class="py-lineno"> 66</tt>  <tt class="py-line">        <tt class="py-name">self</tt><tt class="py-op">.</tt><tt class="py-name">post_theta</tt> <tt class="py-op">=</tt> <tt class="py-name">self</tt><tt class="py-op">.</tt><tt id="link-2" class="py-name" targets="Method BIP.Bayes.Melding.Meld.imp_sample()=BIP.Bayes.Melding.Meld-class.html#imp_sample"><a title="BIP.Bayes.Melding.Meld.imp_sample" class="py-name" href="#" onclick="return doclink('link-2', 'imp_sample', 'link-2');">imp_sample</a></tt><tt class="py-op">(</tt><tt class="py-name">self</tt><tt class="py-op">.</tt><tt class="py-name">L</tt><tt class="py-op">,</tt><tt class="py-name">ptheta</tt><tt class="py-op">,</tt><tt class="py-name">liklist</tt><tt class="py-op">)</tt> </tt>
<a name="L67"></a><tt class="py-lineno"> 67</tt>  <tt class="py-line">        <tt class="py-name">ar</tt> <tt class="py-op">=</tt> <tt class="py-op">(</tt><tt class="py-name">i</tt><tt class="py-op">-</tt><tt class="py-name">rej</tt><tt class="py-op">)</tt><tt class="py-op">/</tt><tt class="py-name">float</tt><tt class="py-op">(</tt><tt class="py-name">i</tt><tt class="py-op">)</tt>  </tt>
<a name="L68"></a><tt class="py-lineno"> 68</tt>  <tt class="py-line">        <tt class="py-keyword">if</tt> <tt class="py-name">ar</tt> <tt class="py-op">&gt;</tt> <tt class="py-number">0.9</tt><tt class="py-op">:</tt> </tt>
<a name="L69"></a><tt class="py-lineno"> 69</tt>  <tt class="py-line">            <tt class="py-keyword">if</tt> <tt class="py-name">self</tt><tt class="py-op">.</tt><tt class="py-name">salt_band</tt> <tt class="py-op">&lt;</tt> <tt class="py-number">0</tt><tt class="py-op">:</tt> </tt>
<a name="L70"></a><tt class="py-lineno"> 70</tt>  <tt class="py-line">                <tt class="py-name">self</tt><tt class="py-op">.</tt><tt class="py-name">salt_band</tt> <tt class="py-op">=</tt> <tt class="py-number">0.05</tt> </tt>
<a name="L71"></a><tt class="py-lineno"> 71</tt>  <tt class="py-line">            <tt class="py-keyword">elif</tt> <tt class="py-name">self</tt><tt class="py-op">.</tt><tt class="py-name">salt_band</tt> <tt class="py-op">&lt;</tt> <tt class="py-number">30</tt><tt class="py-op">:</tt> </tt>
<a name="L72"></a><tt class="py-lineno"> 72</tt>  <tt class="py-line">                <tt class="py-name">self</tt><tt class="py-op">.</tt><tt class="py-name">salt_band</tt> <tt class="py-op">*=</tt> <tt class="py-number">10</tt> </tt>
<a name="L73"></a><tt class="py-lineno"> 73</tt>  <tt class="py-line">        <tt class="py-keyword">if</tt> <tt class="py-name">ar</tt> <tt class="py-op">&lt;</tt> <tt class="py-number">0.4</tt><tt class="py-op">:</tt> </tt>
<a name="L74"></a><tt class="py-lineno"> 74</tt>  <tt class="py-line">            <tt class="py-name">self</tt><tt class="py-op">.</tt><tt class="py-name">salt_band</tt> <tt class="py-op">=</tt> <tt class="py-number">0.001</tt> <tt class="py-comment">#no more expansion</tt> </tt>
<a name="L75"></a><tt class="py-lineno"> 75</tt>  <tt class="py-line">        <tt class="py-keyword">print</tt> <tt class="py-string">"Total steps(i): "</tt><tt class="py-op">,</tt><tt class="py-name">i</tt><tt class="py-op">,</tt><tt class="py-string">"rej:"</tt><tt class="py-op">,</tt><tt class="py-name">rej</tt><tt class="py-op">,</tt> <tt class="py-string">"j:"</tt><tt class="py-op">,</tt><tt class="py-name">j</tt> </tt>
<a name="L76"></a><tt class="py-lineno"> 76</tt>  <tt class="py-line">        <tt class="py-keyword">print</tt> <tt class="py-string">"&gt;&gt;&gt; Salt-Band: %s"</tt><tt class="py-op">%</tt><tt class="py-name">self</tt><tt class="py-op">.</tt><tt class="py-name">salt_band</tt> </tt>
<a name="L77"></a><tt class="py-lineno"> 77</tt>  <tt class="py-line">        <tt class="py-keyword">print</tt> <tt class="py-string">"&gt;&gt;&gt; Acceptance rate: %s"</tt><tt class="py-op">%</tt><tt class="py-name">ar</tt> </tt>
<a name="L78"></a><tt class="py-lineno"> 78</tt>  <tt class="py-line">         </tt>
<a name="L79"></a><tt class="py-lineno"> 79</tt>  <tt class="py-line">        <tt class="py-keyword">return</tt> <tt class="py-number">1</tt> </tt>
</div><a name="Metropolis.tune"></a><div id="Metropolis.tune-def"><a name="L80"></a><tt class="py-lineno"> 80</tt> <a class="py-toggle" href="#" id="Metropolis.tune-toggle" onclick="return toggle('Metropolis.tune');">-</a><tt class="py-line">    <tt class="py-keyword">def</tt> <a class="py-def-name" href="BIP.Bayes.Samplers.MCMC.Metropolis-class.html#tune">tune</a><tt class="py-op">(</tt><tt class="py-param">self</tt><tt class="py-op">,</tt> <tt class="py-param">ar</tt><tt class="py-op">)</tt><tt class="py-op">:</tt> </tt>
</div><div id="Metropolis.tune-collapsed" style="display:none;" pad="+++" indent="++++++++"></div><div id="Metropolis.tune-expanded"><a name="L81"></a><tt class="py-lineno"> 81</tt>  <tt class="py-line">        <tt class="py-docstring">"""</tt> </tt>
<a name="L82"></a><tt class="py-lineno"> 82</tt>  <tt class="py-line"><tt class="py-docstring">        Tune the proposal distribtion variance</tt> </tt>
<a name="L83"></a><tt class="py-lineno"> 83</tt>  <tt class="py-line"><tt class="py-docstring">        in the case of using a Normal proposal distribution </tt> </tt>
<a name="L84"></a><tt class="py-lineno"> 84</tt>  <tt class="py-line"><tt class="py-docstring">        """</tt> </tt>
<a name="L85"></a><tt class="py-lineno"> 85</tt>  <tt class="py-line">        <tt class="py-keyword">if</tt> <tt class="py-name">self</tt><tt class="py-op">.</tt><tt class="py-name">proposal_dist</tt> <tt class="py-op">==</tt> <tt class="py-string">"prior"</tt><tt class="py-op">:</tt> </tt>
<a name="L86"></a><tt class="py-lineno"> 86</tt>  <tt class="py-line">            <tt class="py-keyword">return</tt> </tt>
<a name="L87"></a><tt class="py-lineno"> 87</tt>  <tt class="py-line">        <tt class="py-keyword">if</tt> <tt class="py-name">ar</tt><tt class="py-op">&lt;</tt><tt class="py-number">0.05</tt><tt class="py-op">:</tt> </tt>
<a name="L88"></a><tt class="py-lineno"> 88</tt>  <tt class="py-line">            <tt class="py-name">self</tt><tt class="py-op">.</tt><tt class="py-name">adaptscalefactor</tt> <tt class="py-op">*=</tt> <tt class="py-number">0.5</tt> </tt>
<a name="L89"></a><tt class="py-lineno"> 89</tt>  <tt class="py-line">        <tt class="py-keyword">elif</tt> <tt class="py-name">ar</tt> <tt class="py-op">&lt;</tt><tt class="py-number">0.2</tt><tt class="py-op">:</tt> </tt>
<a name="L90"></a><tt class="py-lineno"> 90</tt>  <tt class="py-line">            <tt class="py-name">self</tt><tt class="py-op">.</tt><tt class="py-name">adaptscalefactor</tt> <tt class="py-op">*=</tt> <tt class="py-number">0.9</tt> </tt>
<a name="L91"></a><tt class="py-lineno"> 91</tt>  <tt class="py-line">        <tt class="py-keyword">elif</tt> <tt class="py-name">ar</tt> <tt class="py-op">&gt;</tt><tt class="py-number">0.9</tt><tt class="py-op">:</tt> </tt>
<a name="L92"></a><tt class="py-lineno"> 92</tt>  <tt class="py-line">            <tt class="py-name">self</tt><tt class="py-op">.</tt><tt class="py-name">adaptscalefactor</tt> <tt class="py-op">*=</tt> <tt class="py-number">10</tt> </tt>
<a name="L93"></a><tt class="py-lineno"> 93</tt>  <tt class="py-line">        <tt class="py-keyword">elif</tt> <tt class="py-name">ar</tt> <tt class="py-op">&gt;</tt><tt class="py-number">0.75</tt><tt class="py-op">:</tt> </tt>
<a name="L94"></a><tt class="py-lineno"> 94</tt>  <tt class="py-line">            <tt class="py-name">self</tt><tt class="py-op">.</tt><tt class="py-name">adaptscalefactor</tt> <tt class="py-op">*=</tt> <tt class="py-number">2</tt> </tt>
<a name="L95"></a><tt class="py-lineno"> 95</tt>  <tt class="py-line">        <tt class="py-keyword">elif</tt> <tt class="py-name">ar</tt> <tt class="py-op">&gt;</tt><tt class="py-number">0.5</tt><tt class="py-op">:</tt> </tt>
<a name="L96"></a><tt class="py-lineno"> 96</tt>  <tt class="py-line">            <tt class="py-name">self</tt><tt class="py-op">.</tt><tt class="py-name">adaptscalefactor</tt> <tt class="py-op">*=</tt> <tt class="py-number">1.1</tt> </tt>
</div><a name="Metropolis.add_salt"></a><div id="Metropolis.add_salt-def"><a name="L97"></a><tt class="py-lineno"> 97</tt> <a class="py-toggle" href="#" id="Metropolis.add_salt-toggle" onclick="return toggle('Metropolis.add_salt');">-</a><tt class="py-line">    <tt class="py-keyword">def</tt> <a class="py-def-name" href="BIP.Bayes.Samplers.MCMC.Metropolis-class.html#add_salt">add_salt</a><tt class="py-op">(</tt><tt class="py-param">self</tt><tt class="py-op">,</tt><tt class="py-param">dataset</tt><tt class="py-op">,</tt><tt class="py-param">band</tt><tt class="py-op">)</tt><tt class="py-op">:</tt> </tt>
</div><div id="Metropolis.add_salt-collapsed" style="display:none;" pad="+++" indent="++++++++"></div><div id="Metropolis.add_salt-expanded"><a name="L98"></a><tt class="py-lineno"> 98</tt>  <tt class="py-line">        <tt class="py-docstring">"""</tt> </tt>
<a name="L99"></a><tt class="py-lineno"> 99</tt>  <tt class="py-line"><tt class="py-docstring">        Adds a few extra uniformly distributed data </tt> </tt>
<a name="L100"></a><tt class="py-lineno">100</tt>  <tt class="py-line"><tt class="py-docstring">        points beyond the dataset range.</tt> </tt>
<a name="L101"></a><tt class="py-lineno">101</tt>  <tt class="py-line"><tt class="py-docstring">        This is done by adding from a uniform dist.</tt> </tt>
<a name="L102"></a><tt class="py-lineno">102</tt>  <tt class="py-line"><tt class="py-docstring">        </tt> </tt>
<a name="L103"></a><tt class="py-lineno">103</tt>  <tt class="py-line"><tt class="py-docstring">        :Parameters:</tt> </tt>
<a name="L104"></a><tt class="py-lineno">104</tt>  <tt class="py-line"><tt class="py-docstring">            - `dataset`: vector of data</tt> </tt>
<a name="L105"></a><tt class="py-lineno">105</tt>  <tt class="py-line"><tt class="py-docstring">            - `band`: Fraction of range to extend: [0,1[</tt> </tt>
<a name="L106"></a><tt class="py-lineno">106</tt>  <tt class="py-line"><tt class="py-docstring">            </tt> </tt>
<a name="L107"></a><tt class="py-lineno">107</tt>  <tt class="py-line"><tt class="py-docstring">        :Returns:</tt> </tt>
<a name="L108"></a><tt class="py-lineno">108</tt>  <tt class="py-line"><tt class="py-docstring">            Salted dataset.</tt> </tt>
<a name="L109"></a><tt class="py-lineno">109</tt>  <tt class="py-line"><tt class="py-docstring">        """</tt> </tt>
<a name="L110"></a><tt class="py-lineno">110</tt>  <tt class="py-line">        <tt class="py-name">dmax</tt> <tt class="py-op">=</tt> <tt class="py-name">max</tt><tt class="py-op">(</tt><tt class="py-name">dataset</tt><tt class="py-op">)</tt> </tt>
<a name="L111"></a><tt class="py-lineno">111</tt>  <tt class="py-line">        <tt class="py-name">dmin</tt> <tt class="py-op">=</tt> <tt class="py-name">min</tt><tt class="py-op">(</tt><tt class="py-name">dataset</tt><tt class="py-op">)</tt> </tt>
<a name="L112"></a><tt class="py-lineno">112</tt>  <tt class="py-line">        <tt class="py-name">drange</tt> <tt class="py-op">=</tt> <tt class="py-name">dmax</tt><tt class="py-op">-</tt><tt class="py-name">dmin</tt> </tt>
<a name="L113"></a><tt class="py-lineno">113</tt>  <tt class="py-line">        <tt class="py-name">hb</tt> <tt class="py-op">=</tt> <tt class="py-name">drange</tt><tt class="py-op">*</tt><tt class="py-name">band</tt><tt class="py-op">/</tt><tt class="py-number">2.</tt> </tt>
<a name="L114"></a><tt class="py-lineno">114</tt>  <tt class="py-line">        <tt class="py-name">d</tt> <tt class="py-op">=</tt> <tt class="py-name">numpy</tt><tt class="py-op">.</tt><tt class="py-name">concatenate</tt><tt class="py-op">(</tt><tt class="py-op">(</tt><tt class="py-name">dataset</tt><tt class="py-op">,</tt><tt class="py-name">stats</tt><tt class="py-op">.</tt><tt class="py-name">uniform</tt><tt class="py-op">(</tt><tt class="py-name">dmin</tt><tt class="py-op">-</tt><tt class="py-name">hb</tt><tt class="py-op">,</tt><tt class="py-name">dmax</tt><tt class="py-op">-</tt><tt class="py-name">dmin</tt><tt class="py-op">+</tt><tt class="py-name">hb</tt><tt class="py-op">)</tt><tt class="py-op">.</tt><tt class="py-name">rvs</tt><tt class="py-op">(</tt><tt class="py-name">self</tt><tt class="py-op">.</tt><tt class="py-name">K</tt><tt class="py-op">*</tt><tt class="py-number">.05</tt><tt class="py-op">)</tt><tt class="py-op">)</tt><tt class="py-op">)</tt> </tt>
<a name="L115"></a><tt class="py-lineno">115</tt>  <tt class="py-line">        <tt class="py-keyword">return</tt> <tt class="py-name">d</tt> </tt>
</div></div><a name="L116"></a><tt class="py-lineno">116</tt>  <tt class="py-line"> </tt>
<a name="L117"></a><tt class="py-lineno">117</tt>  <tt class="py-line"><tt class="py-keyword">if</tt> <tt class="py-name">__name__</tt> <tt class="py-op">==</tt> <tt class="py-string">"__main__"</tt><tt class="py-op">:</tt> </tt>
<a name="L118"></a><tt class="py-lineno">118</tt>  <tt class="py-line">    <tt class="py-keyword">pass</tt> </tt>
<a name="L119"></a><tt class="py-lineno">119</tt>  <tt class="py-line"> </tt><script type="text/javascript">
<!--
expandto(location.href);
// -->
</script>
</pre>
<br />
<!-- ==================== NAVIGATION BAR ==================== -->
<table class="navbar" border="0" width="100%" cellpadding="0"
       bgcolor="#a0c0ff" cellspacing="0">
  <tr valign="middle">
  <!-- Home link -->
      <th>&nbsp;&nbsp;&nbsp;<a
        href="BIP-module.html">Home</a>&nbsp;&nbsp;&nbsp;</th>

  <!-- Tree link -->
      <th>&nbsp;&nbsp;&nbsp;<a
        href="module-tree.html">Trees</a>&nbsp;&nbsp;&nbsp;</th>

  <!-- Index link -->
      <th>&nbsp;&nbsp;&nbsp;<a
        href="identifier-index.html">Indices</a>&nbsp;&nbsp;&nbsp;</th>

  <!-- Help link -->
      <th>&nbsp;&nbsp;&nbsp;<a
        href="help.html">Help</a>&nbsp;&nbsp;&nbsp;</th>

  <!-- Project homepage -->
      <th class="navbar" align="right" width="100%">
        <table border="0" cellpadding="0" cellspacing="0">
          <tr><th class="navbar" align="center"
            ><a class="navbar" target="_top" href="http://code.google.com/p/bayesian-inference">Project Homepage</a></th>
          </tr></table></th>
  </tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" width="100%%">
  <tr>
    <td align="left" class="footer">
    Generated by Epydoc 3.0.1 on Thu Jan  7 10:45:34 2010
    </td>
    <td align="right" class="footer">
      <a target="mainFrame" href="http://epydoc.sourceforge.net"
        >http://epydoc.sourceforge.net</a>
    </td>
  </tr>
</table>

<script type="text/javascript">
  <!--
  // Private objects are initially displayed (because if
  // javascript is turned off then we want them to be
  // visible); but by default, we want to hide them.  So hide
  // them unless we have a cookie that says to show them.
  checkCookie();
  // -->
</script>
</body>
</html>
